Strategy Tester Report
RSIEnvelopeTrader
BlueberryMarkets-Demo (Build 1420)

SymbolUSDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000)
Period1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersRBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1;
Bars in test7239Ticks modelled157386Modelling qualityn/a
Mismatched charts errors2
Initial deposit1000.00Spread30
Total net profit2496.37Gross profit4514.01Gross loss-2017.64
Profit factor2.24Expected payoff16.42
Absolute drawdown16.83Maximal drawdown423.84 (20.07%)Relative drawdown20.07% (423.84)
Total trades152Short positions (won %)79 (60.76%)Long positions (won %)73 (45.21%)
Profit trades (% of total)81 (53.29%)Loss trades (% of total)71 (46.71%)
Largestprofit trade105.79loss trade-35.49
Averageprofit trade55.73loss trade-28.42
Maximumconsecutive wins (profit in money)8 (462.74)consecutive losses (loss in money)7 (-205.33)
Maximalconsecutive profit (count of wins)462.74 (8)consecutive loss (count of losses)-205.33 (7)
Averageconsecutive wins3consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12023.11.03 13:00buy10.10149.4320.0000.000
22023.11.03 13:00modify10.10149.432148.932150.932
32023.11.06 21:50buy20.10150.1100.0000.000
42023.11.06 21:50modify20.10150.110149.657150.932
52023.11.06 21:50modify10.10149.432149.657150.932
62023.11.07 04:15buy30.10150.2590.0000.000
72023.11.07 04:15modify30.10150.259149.882150.932
82023.11.07 04:15modify20.10150.110149.882150.932
92023.11.07 04:15modify10.10149.432149.882150.932
102023.11.07 05:20buy40.10150.3460.0000.000
112023.11.07 05:20modify40.10150.346149.957150.932
122023.11.07 05:20modify30.10150.259149.957150.932
132023.11.07 05:20modify20.10150.110149.957150.932
142023.11.07 05:20modify10.10149.432149.957150.932
152023.11.08 13:20t/p10.10150.932149.957150.932102.271102.27
162023.11.08 13:20t/p20.10150.932149.957150.93256.391158.65
172023.11.08 13:20t/p30.10150.932149.957150.93245.551204.21
182023.11.08 13:20t/p40.10150.932149.957150.93239.791244.00
192023.11.14 14:00buy50.10151.0310.0000.000
202023.11.14 14:00modify50.10151.031150.531152.531
212023.11.14 18:20s/l50.10150.531150.531152.531-33.231210.77
222023.11.17 09:00buy60.10149.8130.0000.000
232023.11.17 09:00modify60.10149.813149.313151.313
242023.11.17 10:20s/l60.10149.313149.313151.313-33.491177.28
252023.11.20 10:00buy70.10148.2340.0000.000
262023.11.20 10:00modify70.10148.234147.734149.734
272023.11.21 02:45s/l70.10147.734147.734149.734-32.891144.39
282023.11.21 04:00buy80.10147.4090.0000.000
292023.11.21 04:00modify80.10147.409146.909148.909
302023.11.21 18:35buy90.10148.3100.0000.000
312023.11.21 18:35modify90.10148.310147.934148.909
322023.11.21 18:35modify80.10147.409147.934148.909
332023.11.21 23:12buy100.10148.2350.0000.000
342023.11.21 23:12modify100.10148.235147.859148.909
352023.11.21 23:15modify100.10148.235147.934148.909
362023.11.21 23:22buy110.10148.0940.0000.000
372023.11.21 23:22modify110.10148.094147.634148.909
382023.11.21 23:25modify110.10148.094147.934148.909
392023.11.22 06:15t/p80.10148.909147.934148.909101.681246.08
402023.11.22 06:15t/p90.10148.909147.934148.90941.181287.26
412023.11.22 06:15t/p100.10148.909147.934148.90946.221333.48
422023.11.22 06:15t/p110.10148.909147.934148.90955.691389.18
432023.11.22 09:00sell120.10149.3180.0000.000
442023.11.22 09:00modify120.10149.318149.818147.818
452023.11.22 12:25sell130.10148.6330.0000.000
462023.11.22 12:25modify130.10148.633149.093147.818
472023.11.22 12:25modify120.10149.318149.093147.818
482023.11.22 13:40s/l120.10149.093149.093147.81815.091404.27
492023.11.22 13:40s/l130.10149.093149.093147.818-30.841373.43
502023.12.07 08:00buy140.10145.7430.0000.000
512023.12.07 08:00modify140.10145.743145.243147.243
522023.12.07 08:32s/l140.10145.243145.243147.243-34.461338.97
532023.12.11 08:00sell150.10146.3780.0000.000
542023.12.11 08:00modify150.10146.378146.878144.878
552023.12.12 01:20sell160.10145.5360.0000.000
562023.12.12 01:20modify160.10145.536145.928144.878
572023.12.12 01:20modify150.10146.378145.928144.878
582023.12.12 02:37sell170.10145.6960.0000.000
592023.12.12 02:37modify170.10145.696146.153144.878
602023.12.12 02:40modify170.10145.696145.928144.878
612023.12.12 05:40sell180.10145.4710.0000.000
622023.12.12 05:40modify180.10145.471145.853144.878
632023.12.12 05:40modify160.10145.536145.853144.878
642023.12.12 05:40modify170.10145.696145.853144.878
652023.12.12 05:40modify150.10146.378145.853144.878
662023.12.12 13:32t/p150.10144.878145.853144.878101.901440.86
672023.12.12 13:32t/p160.10144.878145.853144.87845.431486.29
682023.12.12 13:32t/p170.10144.878145.853144.87856.481542.77
692023.12.12 13:32t/p180.10144.878145.853144.87840.941583.71
702023.12.14 06:00buy190.10141.4440.0000.000
712023.12.14 06:00modify190.10141.444140.944142.944
722023.12.14 13:55buy200.10142.2690.0000.000
732023.12.14 13:55modify200.10142.269141.894142.944
742023.12.14 13:55modify190.10141.444141.894142.944
752023.12.14 13:59s/l190.10141.894141.894142.94431.731615.44
762023.12.14 13:59s/l200.10141.894141.894142.944-26.431589.01
772023.12.19 07:00sell210.10143.6370.0000.000
782023.12.19 07:00modify210.10143.637144.137142.137
792023.12.19 07:50s/l210.10144.137144.137142.137-34.651554.36
802023.12.21 14:00buy220.10142.2470.0000.000
812023.12.21 14:00modify220.10142.247141.747143.747
822023.12.27 19:45s/l220.10141.747141.747143.747-31.431522.93
832024.01.03 12:00sell230.10142.9310.0000.000
842024.01.03 12:00modify230.10142.931143.431141.431
852024.01.03 14:37s/l230.10143.431143.431141.431-34.861488.07
862024.01.04 11:00sell240.10144.2520.0000.000
872024.01.04 11:00modify240.10144.252144.752142.752
882024.01.04 14:20s/l240.10144.752144.752142.752-34.541453.53
892024.01.11 14:00sell250.10146.2440.0000.000
902024.01.11 14:00modify250.10146.244146.744144.744
912024.01.11 20:45sell260.10145.4190.0000.000
922024.01.11 20:45modify260.10145.419145.794144.744
932024.01.11 20:45modify250.10146.244145.794144.744
942024.01.11 21:30sell270.10145.3230.0000.000
952024.01.11 21:30modify270.10145.323145.719144.744
962024.01.11 21:30modify260.10145.419145.719144.744
972024.01.11 21:30modify250.10146.244145.719144.744
982024.01.12 14:15t/p250.10144.744145.719144.744102.001555.53
992024.01.12 14:15t/p260.10144.744145.719144.74444.991600.52
1002024.01.12 14:15t/p270.10144.744145.719144.74438.351638.86
1012024.01.23 07:00buy280.10147.1550.0000.000
1022024.01.23 07:00modify280.10147.155146.655148.655
1032024.01.23 10:03buy290.10147.8320.0000.000
1042024.01.23 10:03modify290.10147.832147.380148.655
1052024.01.23 10:03modify280.10147.155147.380148.655
1062024.01.23 11:15buy300.10148.0770.0000.000
1072024.01.23 11:15modify300.10148.077147.680148.655
1082024.01.23 11:15modify290.10147.832147.680148.655
1092024.01.23 11:15modify280.10147.155147.680148.655
1102024.01.23 11:57buy310.10148.0040.0000.000
1112024.01.23 11:57modify310.10148.004147.605148.655
1122024.01.23 11:59modify310.10148.004147.680148.655
1132024.01.23 17:50t/p280.10148.655147.680148.655100.881739.74
1142024.01.23 17:50t/p290.10148.655147.680148.65555.351795.09
1152024.01.23 17:50t/p300.10148.655147.680148.65538.871833.96
1162024.01.23 17:50t/p310.10148.655147.680148.65543.781877.74
1172024.01.24 14:00buy320.10146.7970.0000.000
1182024.01.24 14:00modify320.10146.797146.297148.297
1192024.01.24 18:20buy330.10147.4730.0000.000
1202024.01.24 18:20modify330.10147.473147.022148.297
1212024.01.24 18:20modify320.10146.797147.022148.297
1222024.01.24 19:50buy340.10147.6240.0000.000
1232024.01.24 19:50modify340.10147.624147.247148.297
1242024.01.24 19:50modify330.10147.473147.247148.297
1252024.01.24 19:50modify320.10146.797147.247148.297
1262024.01.25 00:15buy350.10147.7150.0000.000
1272024.01.25 00:15modify350.10147.715147.322148.297
1282024.01.25 00:15modify340.10147.624147.322148.297
1292024.01.25 00:15modify330.10147.473147.322148.297
1302024.01.25 00:15modify320.10146.797147.322148.297
1312024.01.25 13:50s/l320.10147.322147.322148.29738.531916.27
1322024.01.25 13:50s/l330.10147.322147.322148.297-7.371908.90
1332024.01.25 13:50s/l340.10147.322147.322148.297-17.621891.28
1342024.01.25 13:50s/l350.10147.322147.322148.297-26.691864.59
1352024.02.02 14:00sell360.10147.9670.0000.000
1362024.02.02 14:00modify360.10147.967148.467146.467
1372024.02.02 16:40s/l360.10148.467148.467146.467-33.681830.91
1382024.02.13 14:00sell370.10150.4330.0000.000
1392024.02.13 14:00modify370.10150.433150.933148.933
1402024.02.15 13:45sell380.10149.7290.0000.000
1412024.02.15 13:45modify380.10149.729150.208148.933
1422024.02.15 13:45modify370.10150.433150.208148.933
1432024.02.15 13:50sell390.10149.5230.0000.000
1442024.02.15 13:50modify390.10149.523149.908148.933
1452024.02.15 13:50modify380.10149.729149.908148.933
1462024.02.15 13:50modify370.10150.433149.908148.933
1472024.02.15 14:03s/l370.10149.908149.908148.93328.361859.27
1482024.02.15 14:03s/l380.10149.908149.908148.933-11.941847.33
1492024.02.15 14:03s/l390.10149.908149.908148.933-25.681821.65
1502024.03.07 08:00buy400.10147.9680.0000.000
1512024.03.07 08:00modify400.10147.968147.468149.468
1522024.03.08 09:20s/l400.10147.468147.468149.468-32.971788.68
1532024.03.08 10:00buy410.10147.1630.0000.000
1542024.03.08 10:00modify410.10147.163146.663148.663
1552024.03.08 13:50s/l410.10146.663146.663148.663-34.141754.54
1562024.03.19 05:00sell420.10149.9650.0000.000
1572024.03.19 05:00modify420.10149.965150.465148.465
1582024.03.19 06:07s/l420.10150.465150.465148.465-33.231721.31
1592024.03.19 10:00sell430.10150.6770.0000.000
1602024.03.19 10:00modify430.10150.677151.177149.177
1612024.03.20 00:10s/l430.10151.177151.177149.177-34.741686.57
1622024.04.10 14:00sell440.10152.6700.0000.000
1632024.04.10 14:00modify440.10152.670153.170151.170
1642024.04.10 20:40s/l440.10153.170153.170151.170-32.631653.94
1652024.04.26 08:00sell450.10156.7030.0000.000
1662024.04.26 08:00modify450.10156.703157.203155.203
1672024.04.26 08:20t/p450.10155.203157.203155.20396.781750.72
1682024.04.29 05:00buy460.10156.3330.0000.000
1692024.04.29 05:00modify460.10156.333155.833157.833
1702024.04.29 05:02s/l460.10155.833155.833157.833-32.221718.50
1712024.04.29 14:00sell470.10156.7110.0000.000
1722024.04.29 14:00modify470.10156.711157.211155.211
1732024.04.29 16:40sell480.10156.0180.0000.000
1742024.04.29 16:40modify480.10156.018156.486155.211
1752024.04.29 16:40modify470.10156.711156.486155.211
1762024.04.29 16:50t/p470.10155.211156.486155.21196.711815.21
1772024.04.29 16:50t/p480.10155.211156.486155.21152.031867.24
1782024.05.02 12:00buy490.10154.7690.0000.000
1792024.05.02 12:00modify490.10154.769154.269156.269
1802024.05.02 14:02s/l490.10154.269154.269156.269-32.411834.83
1812024.05.03 13:00buy500.10152.2360.0000.000
1822024.05.03 13:00modify500.10152.236151.736153.736
1832024.05.03 14:27buy510.10152.9130.0000.000
1842024.05.03 14:27modify510.10152.913152.461153.736
1852024.05.03 14:27modify500.10152.236152.461153.736
1862024.05.03 14:55buy520.10153.0790.0000.000
1872024.05.03 14:55modify520.10153.079152.686153.736
1882024.05.03 14:55modify510.10152.913152.686153.736
1892024.05.03 14:55modify500.10152.236152.686153.736
1902024.05.05 22:40buy530.10153.1550.0000.000
1912024.05.05 22:40modify530.10153.155152.761153.736
1922024.05.05 22:40modify520.10153.079152.761153.736
1932024.05.05 22:40modify510.10152.913152.761153.736
1942024.05.05 22:40modify500.10152.236152.761153.736
1952024.05.06 00:07t/p500.10153.736152.761153.73698.511933.34
1962024.05.06 00:07t/p510.10153.736152.761153.73654.481987.82
1972024.05.06 00:07t/p520.10153.736152.761153.73643.692031.52
1982024.05.06 00:07t/p530.10153.736152.761153.73638.742070.26
1992024.05.15 13:00buy540.10155.1480.0000.000
2002024.05.15 13:00modify540.10155.148154.648156.648
2012024.05.15 13:50buy550.10155.8320.0000.000
2022024.05.15 13:50modify550.10155.832155.373156.648
2032024.05.15 13:50modify540.10155.148155.373156.648
2042024.05.15 14:50s/l540.10155.373155.373156.64814.492084.75
2052024.05.15 14:50s/l550.10155.373155.373156.648-29.552055.20
2062024.05.16 13:00sell560.10155.3090.0000.000
2072024.05.16 13:00modify560.10155.309155.809153.809
2082024.05.17 01:20s/l560.10155.809155.809153.809-33.732021.47
2092024.06.04 08:00buy570.10155.4160.0000.000
2102024.06.04 08:00modify570.10155.416154.916156.916
2112024.06.04 10:20s/l570.10154.916154.916156.916-32.281989.19
2122024.06.07 13:00sell580.10156.7770.0000.000
2132024.06.07 13:00modify580.10156.777157.277155.277
2142024.06.11 00:50s/l580.10157.277157.277155.277-35.121954.07
2152024.06.12 13:00buy590.10156.1910.0000.000
2162024.06.12 13:00modify590.10156.191155.691157.691
2172024.06.12 19:59buy600.10156.8670.0000.000
2182024.06.12 19:59modify600.10156.867156.416157.691
2192024.06.12 19:59modify590.10156.191156.416157.691
2202024.06.13 02:50buy610.10157.0440.0000.000
2212024.06.13 02:50modify610.10157.044156.641157.691
2222024.06.13 02:50modify600.10156.867156.641157.691
2232024.06.13 02:50modify590.10156.191156.641157.691
2242024.06.13 12:22buy620.10157.1050.0000.000
2252024.06.13 12:22modify620.10157.105156.716157.691
2262024.06.13 12:22modify610.10157.044156.716157.691
2272024.06.13 12:22modify600.10156.867156.716157.691
2282024.06.13 12:22modify590.10156.191156.716157.691
2292024.06.13 12:50s/l590.10156.716156.716157.69136.421990.49
2302024.06.13 12:50s/l600.10156.716156.716157.691-6.751983.74
2312024.06.13 12:50s/l610.10156.716156.716157.691-20.951962.79
2322024.06.13 12:50s/l620.10156.716156.716157.691-24.841937.95
2332024.06.14 04:00sell630.10157.8190.0000.000
2342024.06.14 04:00modify630.10157.819158.319156.319
2352024.06.14 09:55sell640.10156.9680.0000.000
2362024.06.14 09:55modify640.10156.968157.369156.319
2372024.06.14 09:55modify630.10157.819157.369156.319
2382024.06.14 10:25sell650.10156.9070.0000.000
2392024.06.14 10:25modify650.10156.907157.294156.319
2402024.06.14 10:25modify640.10156.968157.294156.319
2412024.06.14 10:25modify630.10157.819157.294156.319
2422024.06.14 11:17sell660.10157.1420.0000.000
2432024.06.14 11:17modify660.10157.142157.594156.319
2442024.06.14 11:20modify660.10157.142157.294156.319
2452024.06.14 11:32s/l630.10157.294157.294156.31933.371971.32
2462024.06.14 11:32s/l640.10157.294157.294156.319-20.731950.59
2472024.06.14 11:32s/l650.10157.294157.294156.319-24.611925.98
2482024.06.14 11:32s/l660.10157.294157.294156.319-9.671916.31
2492024.07.11 13:00buy670.10158.6760.0000.000
2502024.07.11 13:00modify670.10158.676158.176160.176
2512024.07.11 13:15s/l670.10158.176158.176160.176-31.671884.64
2522024.07.12 14:00buy680.10158.3280.0000.000
2532024.07.12 14:00modify680.10158.328157.828159.828
2542024.07.12 14:15s/l680.10157.828157.828159.828-31.701852.94
2552024.07.17 08:00buy690.10157.1000.0000.000
2562024.07.17 08:00modify690.10157.100156.600158.600
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5382024.10.23 07:20s/l1420.10152.570152.570150.570-32.773294.55
5392024.10.23 12:00sell1430.10153.0530.0000.000
5402024.10.23 12:00modify1430.10153.053153.553151.553
5412024.10.24 02:55sell1440.10152.3600.0000.000
5422024.10.24 02:55modify1440.10152.360152.828151.553
5432024.10.24 02:55modify1430.10153.053152.828151.553
5442024.10.24 04:40sell1450.10152.2100.0000.000
5452024.10.24 04:40modify1450.10152.210152.603151.553
5462024.10.24 04:40modify1440.10152.360152.603151.553
5472024.10.24 04:40modify1430.10153.053152.603151.553
5482024.10.24 07:27sell1460.10152.1290.0000.000
5492024.10.24 07:27modify1460.10152.129152.528151.553
5502024.10.24 07:27modify1450.10152.210152.528151.553
5512024.10.24 07:27modify1440.10152.360152.528151.553
5522024.10.24 07:27modify1430.10153.053152.528151.553
5532024.10.25 05:20t/p1430.10151.553152.528151.55392.373386.92
5542024.10.25 05:20t/p1440.10151.553152.528151.55351.613438.53
5552024.10.25 05:20t/p1450.10151.553152.528151.55341.713480.23
5562024.10.25 05:20t/p1460.10151.553152.528151.55336.363516.59
5572024.10.28 11:00buy1470.10152.5620.0000.000
5582024.10.28 11:00modify1470.10152.562152.062154.062
5592024.10.28 15:50buy1480.10153.2630.0000.000
5602024.10.28 15:50modify1480.10153.263152.787154.062
5612024.10.28 15:50modify1470.10152.562152.787154.062
5622024.10.28 18:20buy1490.10153.3950.0000.000
5632024.10.28 18:20modify1490.10153.395153.012154.062
5642024.10.28 18:20modify1480.10153.263153.012154.062
5652024.10.28 18:20modify1470.10152.562153.012154.062
5662024.10.29 00:07s/l1470.10153.012153.012154.06230.373546.96
5672024.10.29 00:07s/l1480.10153.012153.012154.062-15.453531.51
5682024.10.29 00:07s/l1490.10153.012153.012154.062-24.073507.45
5692024.10.31 07:00buy1500.10152.2070.0000.000
5702024.10.31 07:00modify1500.10152.207151.707153.707
5712024.10.31 12:42buy1510.10152.8950.0000.000
5722024.10.31 12:42modify1510.10152.895152.432153.707
5732024.10.31 12:42modify1500.10152.207152.432153.707
5742024.10.31 14:02buy1520.10153.0380.0000.000
5752024.10.31 14:02modify1520.10153.038152.657153.707
5762024.10.31 14:02modify1510.10152.895152.657153.707
5772024.10.31 14:02modify1500.10152.207152.657153.707
5782024.10.31 14:20s/l1500.10152.657152.657153.70729.493536.94
5792024.10.31 14:20s/l1510.10152.657152.657153.707-15.603521.34
5802024.10.31 14:20s/l1520.10152.657152.657153.707-24.973496.37